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Acta Mathematica Sinica, English Series

Volumn 15, Issue 4, 1999, Pages 485-506

Dynamic Programming for Multidimensional Stochastic Control Problems

(2) Ma, Jin a Yong, Jiongmin b

a PURDUE UNIVERSITY (United States)

b FUDAN UNIVERSITY (China)

Author keywords

Dynamic programming; Impulse control; Singular control; Stochastic control; Viscosity solutions

Indexed keywords

EID: 0345856234 PISSN: 14398516 EISSN: None Source Type: Journal
DOI: 10.1007/s10114-999-0081-5 Document Type: Article

Times cited : (12)

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